private OrderPartiallyFilled GenerateOrderPartiallyFilledEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var executionId = new ExecutionId(message.GetField(Tags.ExecID));
var positionIdBroker = new PositionIdBroker(message.GetField(FxcmTags.PosID));
var symbol = this.GetSymbol(message.GetField(Tags.Symbol));
var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side));
var filledQuantity = Quantity.Create(message.GetDecimal(Tags.CumQty));
var averagePrice = Price.Create(message.GetDecimal(Tags.AvgPx));
var quoteCurrency = this.GetQuoteCurrency(symbol, message.GetField(Tags.Currency));
var leavesQuantity = Quantity.Create(message.GetInt(Tags.LeavesQty));
var executionTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderPartiallyFilled(
this.accountId,
orderId,
executionId,
positionIdBroker,
symbol,
orderSide,
filledQuantity,
leavesQuantity,
averagePrice,
quoteCurrency,
executionTime,
this.NewGuid(),
this.TimeNow()));
}
public override object GetField(Fields field)
{
if (ExecutionReport == null)
{
return(ExecutionReportFields.NULL);
}
if (field == Fields.KEY)
{
return(Key);
}
else
{
ExecutionReportFields xrField = (ExecutionReportFields)field;
if (xrField == ExecutionReportFields.OrderID)
{
return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.OrderID));
}
else if (xrField == ExecutionReportFields.ClOrdID)
{
return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.ClOrdID));
}
else if (xrField == ExecutionReportFields.OrigClOrdID)
{
return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.OrigClOrdID));
}
else if (xrField == ExecutionReportFields.ExecType)
{
return(GetExecType(ExecutionReport.GetChar(QuickFix.Fields.Tags.ExecType)));
}
else if (xrField == ExecutionReportFields.ExecID)
{
return(ExecutionReport.GetString(QuickFix.Fields.Tags.ExecID));
}
else if (xrField == ExecutionReportFields.OrdStatus)
{
return(GetOrdStatus(ExecutionReport.GetChar(QuickFix.Fields.Tags.OrdStatus)));
}
else if (xrField == ExecutionReportFields.OrdRejReason)
{
return(FixHelper.GetNullIntFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.OrdRejReason));
}
else if (xrField == ExecutionReportFields.LeavesQty)
{
return(ExecutionReport.GetInt(QuickFix.Fields.Tags.LeavesQty));
}
else if (xrField == ExecutionReportFields.CumQty)
{
return(ExecutionReport.GetInt(QuickFix.Fields.Tags.CumQty));
}
else if (xrField == ExecutionReportFields.AvgPx)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.AvgPx));
}
else if (xrField == ExecutionReportFields.Commission)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Commission));
}
else if (xrField == ExecutionReportFields.Text)
{
return(ExecutionReport.GetField(QuickFix.Fields.Tags.Text));
}
else if (xrField == ExecutionReportFields.TransactTime)
{
return(DateTime.Now);
}
else if (xrField == ExecutionReportFields.LastQty)
{
return(FixHelper.GetNullIntFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastQty));
}
else if (xrField == ExecutionReportFields.LastPx)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastPx));
}
else if (xrField == ExecutionReportFields.LastMkt)
{
return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastMkt));
}
else if (xrField == ExecutionReportFields.Symbol)
{
return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Symbol));
}
else if (xrField == ExecutionReportFields.OrderQty)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.OrderQty));
}
else if (xrField == ExecutionReportFields.CashOrderQty)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.CashOrderQty));
}
else if (xrField == ExecutionReportFields.OrdType)
{
return(GetOrdType(ExecutionReport.GetChar(QuickFix.Fields.Tags.OrdType)));
}
else if (xrField == ExecutionReportFields.Price)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Price));
}
else if (xrField == ExecutionReportFields.StopPx)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.StopPx));
}
else if (xrField == ExecutionReportFields.Currency)
{
return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Currency));
}
else if (xrField == ExecutionReportFields.ExpireDate)
{
return(FixHelper.GetDateTimeFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.ExpireDate));
}
else if (xrField == ExecutionReportFields.MinQty)
{
return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.MinQty));
}
else if (xrField == ExecutionReportFields.Side)
{
GetSide(ExecutionReport.GetChar(QuickFix.Fields.Tags.Side));
}
else if (xrField == ExecutionReportFields.QuantityType)
{
return(QuantityType.SHARES);
}
else if (xrField == ExecutionReportFields.PriceType)
{
return(PriceType.FixedAmount);
}
else if (xrField == ExecutionReportFields.Account)
{
return(ExecutionReport.GetField(QuickFix.Fields.Tags.Account));
}
else if (xrField == ExecutionReportFields.ExecInst)
{
return(ExecutionReport.GetField(QuickFix.Fields.Tags.ExecInst));
}
}
return(ExecutionReportFields.NULL);
}
